CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 15-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
692-4 |
682-0 |
-10-4 |
-1.5% |
674-0 |
High |
693-0 |
687-0 |
-6-0 |
-0.9% |
720-4 |
Low |
675-0 |
659-0 |
-16-0 |
-2.4% |
665-6 |
Close |
685-0 |
666-0 |
-19-0 |
-2.8% |
712-4 |
Range |
18-0 |
28-0 |
10-0 |
55.6% |
54-6 |
ATR |
17-0 |
17-6 |
0-6 |
4.7% |
0-0 |
Volume |
76,119 |
101,583 |
25,464 |
33.5% |
405,583 |
|
Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
754-5 |
738-3 |
681-3 |
|
R3 |
726-5 |
710-3 |
673-6 |
|
R2 |
698-5 |
698-5 |
671-1 |
|
R1 |
682-3 |
682-3 |
668-5 |
676-4 |
PP |
670-5 |
670-5 |
670-5 |
667-6 |
S1 |
654-3 |
654-3 |
663-3 |
648-4 |
S2 |
642-5 |
642-5 |
660-7 |
|
S3 |
614-5 |
626-3 |
658-2 |
|
S4 |
586-5 |
598-3 |
650-5 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
863-7 |
842-7 |
742-5 |
|
R3 |
809-1 |
788-1 |
727-4 |
|
R2 |
754-3 |
754-3 |
722-4 |
|
R1 |
733-3 |
733-3 |
717-4 |
743-7 |
PP |
699-5 |
699-5 |
699-5 |
704-6 |
S1 |
678-5 |
678-5 |
707-4 |
689-1 |
S2 |
644-7 |
644-7 |
702-4 |
|
S3 |
590-1 |
623-7 |
697-4 |
|
S4 |
535-3 |
569-1 |
682-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
720-4 |
659-0 |
61-4 |
9.2% |
15-2 |
2.3% |
11% |
False |
True |
92,628 |
10 |
720-4 |
659-0 |
61-4 |
9.2% |
13-1 |
2.0% |
11% |
False |
True |
81,724 |
20 |
720-4 |
654-4 |
66-0 |
9.9% |
13-6 |
2.1% |
17% |
False |
False |
73,002 |
40 |
720-4 |
619-2 |
101-2 |
15.2% |
14-2 |
2.1% |
46% |
False |
False |
71,752 |
60 |
720-4 |
592-0 |
128-4 |
19.3% |
13-1 |
2.0% |
58% |
False |
False |
65,066 |
80 |
720-4 |
548-0 |
172-4 |
25.9% |
13-1 |
2.0% |
68% |
False |
False |
59,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
806-0 |
2.618 |
760-2 |
1.618 |
732-2 |
1.000 |
715-0 |
0.618 |
704-2 |
HIGH |
687-0 |
0.618 |
676-2 |
0.500 |
673-0 |
0.382 |
669-6 |
LOW |
659-0 |
0.618 |
641-6 |
1.000 |
631-0 |
1.618 |
613-6 |
2.618 |
585-6 |
4.250 |
540-0 |
|
|
Fisher Pivots for day following 15-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
673-0 |
683-4 |
PP |
670-5 |
677-5 |
S1 |
668-3 |
671-7 |
|